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Stocks

Currency in USD · Last updated May 11, 2025

Asset Allocation

LE 55%SPY 30%AAPL 10%L 5%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
10%
L
Loews Corporation		Financial Services
5%
LE
Lands' End, Inc.		Consumer Cyclical
55%
SPY
SPDR S&P 500 ETF		Large Cap Growth Equities
30%

Performance

Performance Chart

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The earliest data available for this chart is Mar 20, 2014, corresponding to the inception date of LE

Returns By Period

As of May 11, 2025, the Stocks returned -22.90% Year-To-Date and 3.73% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-3.77%7.44%-5.60%8.37%14.12%10.46%
Stocks-22.90%0.96%-30.04%-22.27%13.05%3.73%
Portfolio components:
SPY
SPDR S&P 500 ETF		-3.42%7.58%-5.06%9.73%15.77%12.35%
AAPL
Apple Inc		-20.63%4.26%-12.43%8.82%21.04%21.59%
LE
Lands' End, Inc.		-35.16%-4.05%-47.31%-43.05%2.76%-11.89%
L
Loews Corporation		4.46%4.78%6.52%13.72%24.75%8.66%
*Annualized

Monthly Returns

The table below presents the monthly returns of Stocks, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-2.61%-2.95%-9.53%-7.90%-2.10%-22.90%
2024-0.23%3.08%7.28%13.21%5.23%-1.60%18.04%-6.65%7.19%-5.46%3.63%-9.45%35.51%
202313.97%-9.96%18.23%-13.26%-5.12%13.78%12.73%-11.30%-3.84%-9.41%11.11%19.82%31.73%
2022-5.21%-5.32%1.92%-13.15%-9.24%-8.74%15.44%2.93%-30.28%23.57%7.39%-22.93%-44.25%
202115.11%12.34%-14.79%-1.12%5.65%32.68%-2.77%-5.20%-18.83%9.24%-6.28%-4.92%11.24%
2020-16.34%-9.29%-28.23%38.61%-15.27%18.04%7.69%34.50%-3.38%11.19%37.98%-7.31%50.26%
201917.52%2.36%-3.80%5.12%-19.27%3.45%-4.76%-15.99%22.04%5.05%0.75%25.11%31.36%
2018-6.01%2.85%14.13%-9.16%2.92%20.57%-5.57%6.21%-15.96%-6.63%15.36%-23.85%-14.02%
20171.71%14.02%9.55%5.80%-13.47%-7.96%-4.06%-4.21%4.31%-7.74%7.22%31.10%33.10%
2016-6.32%5.61%6.82%-3.63%-15.57%-1.46%-5.26%12.24%-9.18%3.86%8.78%-7.37%-14.37%
2015-20.28%6.35%-1.91%-9.53%0.78%-8.82%-2.51%1.53%2.66%-1.25%-1.04%-2.94%-33.38%
2014-5.48%-3.19%1.71%12.02%2.29%1.00%9.70%10.10%1.75%6.81%41.38%

Expense Ratio

Stocks has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SPY
SPDR S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Stocks is 1, meaning it’s performing worse than 99% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Stocks is 11
Overall Rank
The Sharpe Ratio Rank of Stocks is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of Stocks is 11
Sortino Ratio Rank
The Omega Ratio Rank of Stocks is 11
Omega Ratio Rank
The Calmar Ratio Rank of Stocks is 11
Calmar Ratio Rank
The Martin Ratio Rank of Stocks is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPY
SPDR S&P 500 ETF		0.500.881.130.562.17
AAPL
Apple Inc		0.250.631.090.280.95
LE
Lands' End, Inc.		-0.69-0.840.90-0.48-1.37
L
Loews Corporation		0.660.981.141.153.86

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Stocks Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: -0.53
  • 5-Year: 0.28
  • 10-Year: 0.09
  • All Time: 0.10

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Stocks compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Stocks provided a 0.43% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.43%0.42%0.49%0.59%0.43%0.55%0.65%0.82%0.71%0.83%0.84%0.76%
Portfolio components:
SPY
SPDR S&P 500 ETF		1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%
AAPL
Apple Inc		0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
LE
Lands' End, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
L
Loews Corporation		0.28%0.30%0.36%0.43%0.43%0.56%0.48%0.55%0.50%0.53%0.65%0.59%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Stocks. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Stocks was 63.43%, occurring on Mar 13, 2023. The portfolio has not yet recovered.

The current Stocks drawdown is 46.30%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.43%Jul 23, 2021412Mar 13, 2023———
-60.79%Dec 30, 20141325Apr 3, 2020145Oct 29, 20201470
-29.81%Mar 18, 202139May 12, 202134Jun 30, 202173
-18.64%Nov 27, 202011Dec 11, 202020Jan 12, 202131
-13.66%Mar 21, 201416Apr 11, 201444Jun 16, 201460

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 4 assets, with an effective number of assets of 2.47, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCLLEAAPLSPYPortfolio
^GSPC1.000.610.350.681.000.51
L0.611.000.230.320.610.35
LE0.350.231.000.230.350.97
AAPL0.680.320.231.000.680.38
SPY1.000.610.350.681.000.51
Portfolio0.510.350.970.380.511.00
The correlation results are calculated based on daily price changes starting from Mar 21, 2014